+58.6%
EFA vs VSXY
+37.7%
+20.9%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.5% | +2.4% | -0.8% |
| 7D | -0.5% | -10.7% | +10.3% | +0.4% |
| 30D | -1.3% | -24.3% | +22.9% | +0.8% |
| 3M | +5.2% | +1.0% | +4.2% | +4.7% |
| 6M | +9.4% | +57.4% | -48.0% | +3.6% |
| YTD | +12.7% | +39.8% | -27.1% | +7.6% |
| 1Y | +19.3% | +196.5% | -177.2% | +5.7% |
| 3Y | +66.3% | +357.2% | -290.9% | +33.8% |
| 5Y | +53.4% | +18.9% | +34.5% | +39.0% |
| All | +58.6% | +37.7% | +20.9% | +42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VSXY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling